Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates

DOI10.1080/17442508.2018.1518450MaRDI QIDQ5086417zbMATH OpenOpenAlexWikidataFDO

Authors Xianping Guo, Yonghui Huang

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2018.1518450

zbMATH Keywords

finite-horizonHJB equationoptimal policypiecewise deterministic Markov decision processesunbounded transition rates

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)

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Cited in

(14)

• First passage risk probability minimization for piecewise deterministic Markov decision processes
• Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
• A useful technique for piecewise deterministic Markov decision processes
• Finite-horizon optimality for continuous-time Markov decision processes with unbounded transition rates
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• Killed Markov Decision Processes on Finite Time Interval for Countable Models
• scientific article; zbMATH DE number 5946235 (Why is no real title available?)
• Finite Horizon Markov Decision Processes with Uncertain Terminal Payoffs
• Multiconstrained finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
• Zero-sum infinite-horizon discounted piecewise deterministic Markov games
• A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes
• Minimizing risk probability for infinite discounted piecewise deterministic Markov decision processes.
• Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion
• Risk probability optimization of finite horizon piecewise deterministic Markov decision processes

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